-45.8%
MP vs ROIV
+34.2%
-80.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.1% | -11.2% | -6.4% |
| 7D | -12.5% | +3.0% | -15.6% | -13.1% |
| 30D | -23.3% | +6.8% | -30.2% | -24.5% |
| 3M | -24.4% | +10.5% | -34.9% | -26.3% |
| 6M | -45.8% | +34.8% | -80.6% | -47.7% |
| All | -45.8% | +34.2% | -80.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling